+1,948.3%
QQQ vs MA
+17,834.5%
-15,886.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +6.4% | -0.5% | +6.9% | +6.6% |
| 30D | -7.5% | +7.9% | -15.4% | -10.5% |
| 3M | -4.8% | +16.8% | -21.6% | -11.2% |
| 6M | -2.5% | +31.0% | -33.5% | -13.8% |
| YTD | +12.4% | +15.0% | -2.6% | +4.4% |
| 1Y | +11.3% | +17.0% | -5.7% | +2.5% |
| 3Y | +85.0% | +68.5% | +16.5% | +45.0% |
| 5Y | +79.6% | +85.0% | -5.3% | +35.0% |
| 10Y | +535.9% | +561.3% | -25.4% | +188.1% |
| All | +1,948.3% | +17,834.5% | -15,886.2% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling